Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.97% (+4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 18.74 | |
| 0.0492 | 18.06 | |
| 0.8464 | 234.99 | |
| 0.1306 | 18.16 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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